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math.PR2026
Weak synchronisation for McKean--Vlasov SDEs
Benjamin Gess, Rishabh S. Gvalani, Shanshan Hu
Synchronisation by noise for McKean--Vlasov stochastic differential equations is investigated. A transfer principle is introduced by which synchronisation by noise and diagonal mix…
math.PR2025
Random dynamical systems for McKean--Vlasov SDEs via rough path theory
Benjamin Gess, Rishabh S. Gvalani, Shanshan Hu
The existence of random dynamical systems for McKean--Vlasov SDEs is established. This is approached by considering the joint dynamics of the corresponding nonlinear Fokker-Planck…